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QuantLib_MoreGreeks
Langue: en
Version: 376097 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::MoreGreeks -more additional option results
SYNOPSIS
#include <ql/option.hpp>
Inherits QuantLib::PricingEngine::results.
Inherited by OneAssetOption::results.
Public Member Functions
void reset ()
Public Attributes
Real itmCashProbability
Real deltaForward
Real elasticity
Real thetaPerDay
Real strikeSensitivity
Detailed Description
more additional option results
Author
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